+238.0%
IVZ vs XYL
+449.8%
-211.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.6% |
| 7D | +0.6% | -5.0% | +5.7% | +4.6% |
| 30D | +4.0% | -13.2% | +17.2% | +15.4% |
| 3M | +18.2% | -3.7% | +21.9% | +20.3% |
| 6M | +32.8% | -17.7% | +50.5% | +51.6% |
| YTD | +28.7% | -21.5% | +50.3% | +51.8% |
| 1Y | +55.4% | -24.5% | +79.9% | +88.6% |
| 3Y | +135.2% | +6.9% | +128.3% | +114.6% |
| 5Y | +64.2% | -18.1% | +82.3% | +80.3% |
| 10Y | +64.6% | +134.7% | -70.1% | -11.6% |
| All | +238.0% | +449.8% | -211.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling